NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 107.25 | -2.20 | - | 2,14,150 | 35,900 | 1,15,800 | |||
| 4 Jul | 24302.15 | 109.45 | - | 2,62,050 | 13,825 | 79,900 | ||||
| 3 Jul | 24286.50 | 123.8 | - | 1,11,250 | -1,000 | 66,075 | ||||
| 2 Jul | 24123.85 | 96 | - | 1,05,375 | 14,700 | 66,625 | ||||
| 1 Jul | 24141.95 | 105.7 | - | 62,125 | 11,425 | 51,925 | ||||
| 28 Jun | 24010.60 | 94.3 | - | 96,775 | -2,025 | 40,500 | ||||
| 27 Jun | 24044.50 | 96.25 | - | 83,850 | 36,325 | 42,525 | ||||
| 26 Jun | 23868.80 | 77.8 | - | 22,100 | 2,150 | 6,200 | ||||
| 25 Jun | 23721.30 | 58.25 | - | 4,500 | 3,550 | 4,050 | ||||
| 24 Jun | 23537.85 | 44.55 | - | 0 | 0 | 0 | ||||
| 21 Jun | 23501.10 | 44.55 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 44.55 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 44.55 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 44.55 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 44.55 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 44.55 | - | 0 | 0 | 0 | ||||
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| 12 Jun | 23322.95 | 44.55 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 44.55 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 44.55 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 44.55 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 44.55 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 44.55 | - | 500 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 132.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24750 expiring on 25JUL2024
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 107.25, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 35900 which increased total open position to 115800
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13825 which increased total open position to 79900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 123.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 66075
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 96, which was lower than the previous day. The implied volatity was -, the open interest changed by 14700 which increased total open position to 66625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 105.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 11425 which increased total open position to 51925
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 94.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -2025 which decreased total open position to 40500
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 96.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 36325 which increased total open position to 42525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 77.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 6200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 58.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 4050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 132.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 470 | -13.85 | - | 1,700 | 1,425 | 7,325 |
| 4 Jul | 24302.15 | 483.85 | - | 3,750 | 1,350 | 5,900 | |
| 3 Jul | 24286.50 | 507.15 | - | 6,425 | 3,575 | 4,550 | |
| 2 Jul | 24123.85 | 617.55 | - | 175 | -50 | 1,000 | |
| 1 Jul | 24141.95 | 661 | - | 225 | 0 | 1,050 | |
| 28 Jun | 24010.60 | 667.9 | - | 75 | 1,050 | 1,050 | |
| 27 Jun | 24044.50 | 957.45 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 957.45 | - | 0 | 100 | 0 | |
| 25 Jun | 23721.30 | 957.45 | - | 200 | 100 | 900 | |
| 24 Jun | 23537.85 | 1120.55 | - | 100 | 0 | 700 | |
| 21 Jun | 23501.10 | 1142.65 | - | 275 | 75 | 575 | |
| 20 Jun | 23567.00 | 1074.20 | - | 75 | 0 | 500 | |
| 19 Jun | 23516.00 | 1154.55 | - | 1,500 | -1,025 | 500 | |
| 18 Jun | 23557.90 | 1096.35 | - | 50 | 75 | 1,475 | |
| 14 Jun | 23465.60 | 1176.55 | - | 100 | 25 | 1,400 | |
| 13 Jun | 23398.90 | 1254.15 | - | 300 | 0 | 1,075 | |
| 12 Jun | 23322.95 | 1303.95 | - | 400 | 150 | 825 | |
| 11 Jun | 23264.85 | 1298.70 | - | 225 | 50 | 500 | |
| 10 Jun | 23259.20 | 1386.75 | - | 450 | 50 | 50 | |
| 7 Jun | 23290.15 | 1864.70 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 1864.70 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 1864.70 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 1864.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24750 expiring on 25JUL2024
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 470, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 7325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 483.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 5900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 507.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 4550
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 617.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1000
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 661, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 667.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 957.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 957.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 957.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1120.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1142.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1074.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1154.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1096.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1176.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1254.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1075
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1303.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 825
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1298.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1386.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1864.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1864.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1864.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1864.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0